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On the predictive content of technical analysis

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  • Reitz, Stefan

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  • Reitz, Stefan, 2006. "On the predictive content of technical analysis," The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 121-137, August.
    • Handle: RePEc:eee:ecofin:v:17:y:2006:i:2:p:121-137
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    22. Lux, Thomas, 1998. "The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions," Journal of Economic Behavior & Organization, Elsevier, vol. 33(2), pages 143-165, January.
    23. Carol L. Osler, 2003. "Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis," Journal of Finance, American Finance Association, vol. 58(5), pages 1791-1820, October.
    24. Hans Dewachter, 1997. "Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(1), pages 39-55, March.
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    2. Joana Almeida & Raquel M. Gaspar, 2021. "Accuracy of European Stock Target Prices," JRFM, MDPI, vol. 14(9), pages 1-27, September.
    3. Giuseppe Galloppo, 2009. "Dynamic Asset Allocation Using a Combined Criteria Decision System," Accounting & Taxation, The Institute for Business and Finance Research, vol. 1(1), pages 29-44.
    4. Maymin, Philip, 2012. "Music and the market: Song and stock volatility," The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 70-85.
    5. Luís Lobato Macedo & Pedro Godinho & Maria João Alves, 2020. "A Comparative Study of Technical Trading Strategies Using a Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 349-381, January.
    6. Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C., 2013. "Time-varying mixture GARCH models and asymmetric volatility," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 602-623.
    7. Joana Almeida & Raquel M. Gaspar, 2023. "Portfolio Performance of European Target Prices," JRFM, MDPI, vol. 16(8), pages 1-28, July.
    8. K. J. Hong & S. Satchell, 2013. "Time Series Momentum Trading Strategy and Autocorrelation Amplification," Cambridge Working Papers in Economics 1322, Faculty of Economics, University of Cambridge.
    9. Matheus José Silva de Souza & Danilo Guimarães Franco Ramos & Marina Garcia Pena & Vinicius Amorim Sobreiro & Herbert Kimura, 2018. "Examination of the profitability of technical analysis based on moving average strategies in BRICS," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-18, December.
    10. Gradojevic, Nikola & Gençay, Ramazan, 2013. "Fuzzy logic, trading uncertainty and technical trading," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 578-586.
    11. Repkine, Alexandre, 2008. "Charting Technical Trading Rules and the Lottery of Technical Analysis: Empirical Evidence from Foreign Exchange Market," MPRA Paper 7849, University Library of Munich, Germany.
    12. Tzu‐Pu Chang, 2021. "Buy Low and Sell High: The 52‐Week Price Range and Predictability of Returns," International Review of Finance, International Review of Finance Ltd., vol. 21(1), pages 336-344, March.

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